+798.2%
ORCL vs ITUB
+1,733.1%
-934.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.5% |
| 7D | -11.2% | +3.7% | -14.8% | -12.0% |
| 30D | -18.8% | -24.1% | +5.3% | -13.9% |
| 3M | -18.8% | -9.6% | -9.2% | -17.9% |
| 6M | -39.7% | -11.5% | -28.2% | -38.9% |
| YTD | -39.6% | +5.5% | -45.2% | -41.7% |
| 1Y | -51.7% | +9.9% | -61.6% | -53.9% |
| 3Y | +10.2% | +84.8% | -74.5% | -8.8% |
| 5Y | +30.8% | +182.6% | -151.8% | -5.6% |
| 10Y | +252.1% | +141.7% | +110.4% | +138.3% |
| All | +798.2% | +1,733.1% | -934.9% | +193.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ITUB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling